+3,038.3%
CLS vs VSH
+172.7%
+2,865.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | +20.1% | +3.5% | +16.6% | +17.6% |
| 30D | +6.0% | -4.4% | +10.4% | +8.4% |
| 3M | -10.3% | -45.8% | +35.5% | +21.8% |
| 6M | +24.5% | +90.1% | -65.6% | -20.1% |
| YTD | +12.9% | +120.3% | -107.5% | -34.9% |
| 1Y | +36.7% | +112.2% | -75.6% | -19.8% |
| 3Y | +1,328.1% | +36.6% | +1,291.5% | +939.8% |
| 5Y | +3,682.3% | +67.0% | +3,615.3% | +2,286.9% |
| 10Y | +3,038.3% | +179.5% | +2,858.8% | +1,412.4% |
| All | +3,038.3% | +172.7% | +2,865.6% | +1,412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling